Follow the quick start and unboxing guide to the letter. You may as well download the software from the HP website. The CD that comes with it is outdated.
You basically assemble the base first, then with the printer upside down, attach the base while it's still in the big styrofoam end caps, then with three people (one on each end and one in the middle, you tip it up and over. Once it's up on the base, everything is easy from there.
I recommend having a UPS to plug your printer into. Also, be prepared, there will be noise from the fan that runs 24/7/365. Don't set it up in your bedroom. You'll get used to the fan and the occasional maintenance noises it goes through periodically. It will click and pop then run the head up and down the rail, then find home and seat itself. It usually does this twice a day.
Good luck with it - you will really enjoy it. The printer can be quirky, so just be patient with it and learn its ways.
Mark